+96.8%
ALLY vs WCN
+672.6%
-575.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | +0.9% | +2.9% | -2.0% | -0.5% |
| 30D | +3.1% | +22.1% | -19.0% | -7.0% |
| 3M | -12.6% | +13.2% | -25.7% | -18.1% |
| 6M | -12.4% | +23.7% | -36.1% | -22.1% |
| YTD | -13.2% | +8.7% | -21.9% | -18.1% |
| 1Y | +1.8% | +15.3% | -13.5% | -7.0% |
| 3Y | +58.0% | +46.0% | +12.0% | +22.6% |
| 5Y | -8.4% | +45.9% | -54.3% | -30.1% |
| 10Y | +195.3% | +311.1% | -115.8% | +35.5% |
| All | +96.8% | +672.6% | -575.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling